jma

API documentation for pandas_ta.overlap.jma Python function.

jma(close, length=None, phase=None, offset=None, **kwargs)

Jurik Moving Average Average (JMA)

Mark Jurik’s Moving Average (JMA) attempts to eliminate noise to see the “true” underlying activity. It has extremely low lag, is very smooth and is responsive to market gaps.

Sources:

https://c.mql5.com/forextsd/forum/164/jurik_1.pdf https://www.prorealcode.com/prorealtime-indicators/jurik-volatility-bands/

Calculation:

Default Inputs:

length=7, phase=0

Args:

close (pd.Series): Series of ‘close’s length (int): Period of calculation. Default: 7 phase (float): How heavy/light the average is [-100, 100]. Default: 0 offset (int): How many lengths to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.